Hello @Jucélio Rosa
This issue has been discussed here: https://learn.microsoft.com/en-us/answers/questions/65556/windows-10-version-2004-mapped-drive-issue.html
It seems that after versions 2004 there is a problem keeping drives mapped from Server 2003 (does not apply to recent versions). Since Windows Server 2003 has been out of support lifecycle for a while now, the recommendation would be to migrate to current branches.
Hope this helps with your query,
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